The largest issue with your question is that it begins with a poor foundation :) /u/Tiako explains rather excellently here why the phrase "history is written by the victors" is a pretty large misconception, with a large number of counterexamples given here:

I think you are being slightly disingenuous if you say that is not the unstated implication of the claim. But sure, I used Tacitus' Agricola because I have worked deeply with that text, but there are plenty of others. The Chinese with the Mongols, the narrative of the Fall of Rome, the Lost Cause movement with the Civil War, the Roman conquest of the Greek East, etc. And then there are many cases in which we have plenty of records from both sides, such as the Hundred Year War and, really, just about every European conflict from the past six hundred years.

History is written by the writers :) Part of a historian's job is to find the holes in the narrative of a particular writer (generally due to bias), and to fill them in. We never have all the information on things - for example, we have a fraction of a percent of all Roman texts which were written - but the information we do have, along with archaeological evidence, does generally give us a pretty good place to work from.

You may get a solid answer here, however the background statement of the question might make things more difficult, seeing as it's...well...not exactly a concrete one.

Yes, there are periods we simply do not understand very well. The reasons are more complex than our sources' biases, however.

It's true that ancient historical texts skip a lot of things. For example, many early medieval chronicles will mention that a battle was fought, but neglect to give the winner. And sometimes we find evidence that entire wars were left out because they didn't fit the story that the chronicler was trying to tell. Some events, like the Battle of Kadesh, survive only in politicized stories told by the participants, and it's impossible to tell whose story is more believable (both sides in the Battle of Kadesh, fought between Egypt and the Hittites, claimed to have won). If we had to rely on ancient historians to tell us what happened in the past, we'd often be stuck not knowing who to believe.

However, there are many other sources of historical evidence we can use beyond these written accounts. In addition to narrrative histories (some of which are 'official' versions of events, ie written by the victors, but many of which are coming from alternative perspectives as /u/Celebreth rightly says), we have letters, official records (of taxes, expenses, etc), religious inscriptions, curse tablets, grafiti, literature, art, architecture, archaeology, and environmental evidence like pollon core samples which can tell us how human interventions impacted their environment. Each of these kinds of evidence has its own shortcomings and limitations, but taken together they allow us to know a lot more about most parts of history than are contained in the narrative accounts from a given period. This is why historians exist as a profession - we don't just look at opinions written down by authors in the past and try to see through their biases (which would make us reporters), but instead look at all the evidence and reassemble the events and societies of the past by putting these many pieces together into a coherent story. As a result, when we talk about things like the fall of the Roman Empire, we aren't left trying to figure out whose version of events we should believe - we can look at the actual social, demographic, economic, and political restructurings that occured during those centuries and reconstruct a much more complex and interesting picture.

But there are still many limits. We have more official documents surviving from some periods than others, and sometimes one city's medieval records will have survived while another's were destroyed or lost. Our evidence is always patchy. I study 5-7th century Britain, and there's a lot that's very difficult to explain because almost no writing survives from the period and we have to rely on fewer kinds of evidence. As a result, the limitations of that evidence (particularly, the difficulty of understanding beliefs and opinions from archaeological remains) have a greater influence on our ability to reach well-rounded conclusions. In general, these difficult periods become more common the further back in time you go, because less evidence of any kind survives from the distant past. Historians are, however, constantly striving to overcome these limitations by turning toward new kinds of evidence; in the early middle ages, this has meant more and more historians have begun working with archaeologists, with the result that our knowledge has greatly increased. But you can only work with what you have, and for some parts of human history, we don't have a lot.

Just as a heads-up - we've been discussing the question for a little bit, and, unfortunately, we have come to the conclusion that this counts under the category of "trivia-style" questions. The GOOD news, however, is that it really is a great question, especially for our Theory Thursday segments. If you'd like, feel free to post it in there this Thursday! :)